Anic Equity¶

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Total return since start: 0.56 %¶

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Equity now: -----------------------------> 47658.17 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46263.21 Kr¶

PnL: ---------------------------------------> -625.36 Kr¶

DD now: ---------------------------------> -1.998 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 16:17:34.782210'

Anic Portfolio¶

Today¶

Return: -0.678 %¶

This Week¶

Return: -0.532 %¶

Total¶

Return: 56.021 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.620000 2821.000000 185.000000 7.020000 2636.000010
Beijer Electronics Group 26 -2.920000 3114.800000 143.800000 4.840000 2971.000006
Corem Property Group B 59 -0.930000 627.170000 50.170000 8.690000 576.999999
AcadeMedia 12 0.200000 603.600000 46.600000 8.370000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.600000 394.600000 39.600000 11.150000 355.000000
Boozt 12 0.210000 1692.000000 38.000000 2.300000 1653.999996
HMS Networks 2 -1.230000 708.400000 35.400000 5.260000 673.000000
MedCap 2 -2.370000 454.000000 33.000000 7.840000 421.000000
Resurs Holding 22 0.400000 606.100000 32.100000 5.590000 573.999998
FM Mattsson Mora Group B 50 -0.340000 2950.000000 23.000000 0.790000 2927.000000
Norva24 Group 16 0.000000 564.800000 21.800000 4.010000 543.000000
SAAB B 8 -0.140000 3398.400000 21.400000 0.630000 3377.000000
Intrum 4 -0.070000 546.000000 19.000000 3.610000 527.000000
Securitas B 6 1.200000 586.920000 16.920000 2.970000 570.000000
Swedbank A 3 1.950000 579.600000 15.600000 2.770000 564.000000
Eastnine 4 -0.630000 505.600000 14.600000 2.970000 491.000000
OEM International B 7 -0.390000 542.500000 14.500000 2.750000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.000000 576.450000 14.450000 2.570000 562.000005
Coor Service Management Hold. 8 -0.880000 542.000000 10.000000 1.880000 532.000000
Karnov Group 9 0.170000 542.700000 6.700000 1.250000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.960000 251.280000 5.280000 2.150000 246.000000
Nordea Bank Abp 29 0.340000 3455.640000 1.640000 0.050000 3453.999992
Handelsbanken A 5 0.090000 546.500000 0.500000 0.090000 546.000000
Creaspac SPAC 6 -0.730000 572.400000 -4.600000 -0.800000 577.000002
Midsona B 63 0.000000 569.520000 -13.480000 -2.310000 582.999984
CTEK 13 -3.130000 519.870000 -14.130000 -2.650000 533.999999
Essity B 2 -0.920000 558.000000 -16.000000 -2.790000 574.000000
Essity A 4 -1.590000 1114.000000 -35.000000 -3.050000 1149.000000
International Petroleum Corp. 5 -3.130000 557.000000 -37.570000 -6.320000 594.565215
Sampo Oyj SDB 7 -0.820000 3811.500000 -38.500000 -1.000000 3850.000000
Vivesto 1368 1.340000 558.960000 -54.040000 -8.820000 612.999432
Axfood 13 -1.460000 3607.500000 -148.500000 -3.950000 3756.000001
Fasadgruppen Group 35 2.100000 3570.000000 -241.000000 -6.320000 3810.999990
OX2 18 -1.250000 1422.000000 -242.000000 -14.540000 1663.999992
Ovzon 52 -4.110000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 46263.210000 -625.360000 -1.99819% 46888.564618

Updated:¶

'2023-01-24 16:17:47.448759'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶